-48.8%
SE vs NVMI
-11.6%
-37.2%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -2.4% | +6.9% | +4.7% |
| 7D | +6.7% | -11.8% | +18.4% | +8.1% |
| 30D | -17.2% | -24.8% | +7.6% | -14.7% |
| 3M | -28.0% | -28.6% | +0.5% | -25.6% |
| 6M | -6.1% | -40.0% | +33.9% | -4.4% |
| YTD | -37.1% | -10.1% | -27.1% | -47.9% |
| 1Y | -48.8% | -9.8% | -39.0% | -57.9% |
| All | -48.8% | -11.6% | -37.2% | -57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded NVMI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling